Google does this even more egregiously with Android - my default browser is Firefox, but any links from Google News, Google Assistant and other Google software open in Chrome.
An alternative is to use Firefox Focus (Firefox Klar on F-Droid) as your default browser, then its "open in" feature if you want to make it a permanent session.
It shouldn't have to be a separate setting from the overall default browser, but at least it's relatively easy to change.